Alternatives and similar repositories for tssbutil

Users that are interested in tssbutil are comparing it to the libraries listed below

• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆68Updated 4 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆149Updated 2 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆35Updated 3 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆187Updated last year
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆133Updated 6 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆105Updated 6 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆64Updated 8 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆92Updated 4 months ago
• stosia / awesome-ml-for-trading
  Awesome machine learning for trading
  ☆55Updated 7 years ago
• lamres / renko_trend_following_strategy_catalyst
  Example of adaptive trend following strategy based on Renko
  ☆122Updated 6 years ago
• Manudecara / Algo-Trading
  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…
  ☆129Updated 4 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• yukit-k / ai-alpha
  AI based alpha research for trading
  ☆49Updated 3 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆121Updated 3 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• teddykoker / blog
  Source code for my personal blog
  ☆194Updated 3 weeks ago
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆38Updated 2 years ago
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆58Updated 3 years ago
• quantstart / qstrader
  QSTrader
  ☆132Updated 6 years ago
• avinashbarnwal / Momentum-Strategy
  Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel
  ☆41Updated 7 years ago
• marketneutral / pairs-trading-with-ML
  ☆214Updated 7 years ago
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆53Updated 9 months ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆142Updated 10 years ago
• decisivealpha / DecisiveML
  Machine learning end-to-end research and trade execution
  ☆99Updated 4 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆76Updated 3 years ago
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆74Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆89Updated 2 years ago